Date | Average Spread | Last Best Bid Price | Last Best Ask Price | Last Best Bid Volume | Last Best Ask Volume | Average Buy Volume | Average Sell Volume | Average Buy Value | Average Sell Value | Spreads Availability Ratio | Quote Availability |
---|---|---|---|---|---|---|---|---|---|---|---|
16/07/2024 | 0,17% | 5,89 CHF | 5,90 CHF | 125 000 | 125 000 | 68 975 | 68 975 | 409 702 CHF | 410 393 CHF | 99,88% | 99,88% |
15/07/2024 | 0,17% | 6,02 CHF | 6,03 CHF | 120 000 | 120 000 | 68 875 | 68 875 | 410 973 CHF | 411 663 CHF | 99,98% | 99,98% |
12/07/2024 | 0,17% | 5,97 CHF | 5,98 CHF | 125 000 | 125 000 | 68 758 | 68 758 | 411 156 CHF | 411 845 CHF | 100,00% | 100,00% |
11/07/2024 | 0,17% | 5,98 CHF | 5,99 CHF | 125 000 | 125 000 | 66 658 | 66 658 | 408 987 CHF | 409 655 CHF | 99,98% | 99,98% |
10/07/2024 | 0,17% | 6,11 CHF | 6,12 CHF | 120 000 | 120 000 | 66 130 | 66 130 | 405 383 CHF | 406 046 CHF | 99,99% | 99,99% |
09/07/2024 | 0,16% | 6,16 CHF | 6,17 CHF | 120 000 | 120 000 | 66 158 | 66 158 | 410 725 CHF | 411 388 CHF | 100,00% | 100,00% |
08/07/2024 | 0,16% | 6,19 CHF | 6,20 CHF | 120 000 | 120 000 | 66 137 | 66 137 | 411 313 CHF | 411 976 CHF | 100,00% | 100,00% |
05/07/2024 | 0,17% | 6,21 CHF | 6,22 CHF | 120 000 | 120 000 | 66 136 | 66 136 | 406 999 CHF | 407 662 CHF | 100,00% | 100,00% |
04/07/2024 | 0,16% | 6,11 CHF | 6,12 CHF | 60 000 | 60 000 | 53 621 | 53 621 | 329 308 CHF | 329 844 CHF | 100,00% | 100,00% |
03/07/2024 | 0,17% | 6,12 CHF | 6,13 CHF | 120 000 | 120 000 | 66 741 | 66 741 | 407 986 CHF | 408 654 CHF | 96,78% | 96,78% |